Timeline for Fractional Brownian motion of Riemann-Liouville type is not a semimartingale
Current License: CC BY-SA 4.0
13 events
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| May 17, 2023 at 13:27 | comment | added | El_mago | Many thanks for adding further details and pointing out my mistake. | |
| May 9, 2023 at 19:20 | comment | added | Iosif Pinelis | @El_mago : I have added further details on the use of the Tonelli theorem. (BTW, it is not a special case of the Fubini theorem -- because, in contrast with the Fubini theorem, the Tonelli theorem holds for all nonnegative measurable functions.) | |
| May 9, 2023 at 19:17 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| May 9, 2023 at 8:24 | comment | added | El_mago | Many thanks again for your explanation. I do not get, how Tonelli's theorem is used? I only know it as a special case of Fubini's theorem. | |
| May 8, 2023 at 23:31 | comment | added | Iosif Pinelis | @El_mago : I have added details on this. Please let me know if further details are needed. | |
| May 8, 2023 at 23:30 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| May 8, 2023 at 22:06 | comment | added | El_mago | Thank you very much for the effort you have put into your answer. I really appreciate it. Your reasoning is clear and I understand the idea. The only thing I do not get is how you obtained (2) from Tonelli's theorem. In particular, what did happen to $g$? | |
| May 8, 2023 at 18:27 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| May 8, 2023 at 3:09 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| May 7, 2023 at 20:23 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| May 7, 2023 at 20:11 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| May 7, 2023 at 20:06 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| May 7, 2023 at 19:54 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |